+86.4%
VTRS vs LBRT
+27.1%
+59.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -0.1% | +6.9% | -7.1% | -0.6% |
| 30D | +1.9% | +7.8% | -5.9% | +1.2% |
| 3M | +5.1% | -25.3% | +30.3% | +7.2% |
| 6M | +20.1% | -19.6% | +39.6% | +20.8% |
| YTD | +36.6% | +17.2% | +19.4% | +31.0% |
| 1Y | +64.1% | +114.1% | -50.0% | +44.8% |
| 3Y | +86.4% | +27.0% | +59.3% | +71.1% |
| All | +86.4% | +27.1% | +59.3% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling